If you are trying to create a merchandising Collection, and are getting the above error, you may not have the correct permissions in your API key.
In order to create a Collection you need the addObject ACL on your Write API key (more detail on this permission can be found here).
You can check your existing permissions in this part of your dashboard.
If you do not have the addObject ACL, you will need to ask the Application owner to add this for you.